Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 1 1 3 5 1 5 27 30
Dealing with the Inventory Risk. A solution to the market making problem 1 1 12 76 5 10 64 213
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 1 3 13 53 2 6 32 89
General Intensity Shapes in Optimal Liquidation 0 1 3 25 0 1 9 73
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 3 6 42 2 8 19 79
Optimal Portfolio Liquidation with Limit Orders 0 2 8 64 0 7 26 154
Optimal Portfolio Liquidation with Limit Orders 0 0 1 1 1 4 17 24
Optimal algorithmic trading and market microstructure 1 8 28 173 1 11 48 243
Optimal posting price of limit orders: learning by trading 0 1 4 47 0 2 17 137
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 3 32 0 1 8 54
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 2 84 1 2 7 153
Optimal starting times, stopping times and risk measures for algorithmic trading 1 3 8 55 2 8 28 117
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 1 5 48 2 3 9 69
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 1 9 49 3 4 8 108
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 6 30 0 1 11 50
Simulating and analyzing order book data: The queue-reactive model 0 0 9 19 0 1 14 29
Total Working Papers 6 26 120 803 20 74 344 1,622


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 1 6 79 2 5 21 250
Real-time market microstructure analysis: online transaction cost analysis 1 1 3 3 2 5 18 18
Total Journal Articles 1 2 9 82 4 10 39 268


Statistics updated 2015-05-02